Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177389.963 | 1135102.4483 | 42287.5148 | 1768224.4508 | 2899322.8786 | -1131098.4278 |
Total P&L (%) | 1177.39 | 1135.1024 | 42.2875 | 1768.2245 | 2899.3229 | -1131.0984 |
Avg Daily Profit (%) | 0.6448 | 0.6217 | 0.0232 | 0.1605 | 0.1864 | 0 |
Buy And Hold Return (%) | 589.4146 | 589.4146 | 589.4146 | 589.4146 | 589.4146 | 589.4146 |
Max Trade Drawdown | -98523 | -49893 | -118758 | -3171274 | -1927950 | -1735005 |
Profit Factor | 3.1058 | 6.0457 | 1.1266 | 1.1957 | 1.7865 | 0.7885 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 40.2597 | 42.1053 | 38.4615 | 40.2597 | 42.1053 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.6087 | 8.3128 | 1.8025 | 1.7743 | 2.4564 | 1.2616 |
Largest Winning Trade | 696634 | 696634 | 76451 | 2191737 | 2191737 | 900165 |
Largest Losing Trade | -66212 | -20865 | -66212 | -1079664 | -567067 | -1079664 |
Avg Bars in Trades | 278 | 265 | 290 | 278 | 265 | 290 |
Avg Bars in Winners | 452 | 406 | 501 | 452 | 406 | 501 |
Avg Bars in Losers | 160 | 163 | 158 | 160 | 163 | 158 |
Bars Traded | 21428 | 10096 | 11332 | 21428 | 10096 | 11332 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39196 | 350256 | -412376 | -49595 | 246508 | -583577 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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